Lutherans in North America had a Vigil of Pentecost provided in their church
calendar since the publication of the Lutheran Book of Worship in 1978.
Unfortunately, no service order was provided at that time or since.

From history, we know that Easter and Pentecost were the first two and only
feasts of the original Church Year from apostolic times. We also know that the ancient church celebrated a
vigil with Easter as early as the second century and with Pentecost universally
from the fifth century, likely earlier in various places. We further know
that baptisms were also a part of these services, given its promise of
resurrection with Christ and gift of the Holy Spirit. Easter, having the earlier
vigil, was clearly preferred, with those not baptized then being transferred to
Pentecost. If a baptism occurred at some time other than Easter or
Pentecost, it not only was highly unusual, but actually limited access to holy
orders in the church.

The purpose of the ancient Vigil of Pentecost therefore would have been an
awaiting of/preparation for/rehearsing of the great themes of the Day of
Pentecost, meaning primarily the Holy Spirit and the Christian life lived under
the power and guidance of that same Spirit. You could add to that the idea of
the birth of the Church as well.

Today, the Orthodox
Church celebrates at least
two services related to the Vigil of Pentecost,
one being a
Kneeling Vespers that marks the first occasion of kneeling after the 50 day
celebration of Pascha. The vespers idea is shared in
Anglican rites that suggest that the full office be used, followed by a
series of six prophecies and tracts (responses), a blessing of the font, a
litany and mass in a familiar Easter Vigil pattern. The Book of Common
Prayer 1979, on the other hand limits the opening to the Service of Light
from Evening Prayer, then continues with essentially a mass form with baptism
and renewal of vows after the homily (p.227). The Church of Rome
also celebrates a
Pentecost Vigil
mass, providing
propers and
prayers in The Sacramentary (1974). A simple eucharist has been
presumed for Lutherans by the set of propers
for the Vigil of Pentecost that are provided in the Evangelical Lutheran
Worship and Lutheran Book of Worship.

I wouldn't be surprised, however, if the ancient church's Pentecost Vigil was somewhat
similar to the Easter Vigil in format, including an extension or repeating of baptismal/affirmational ideas,
as the Anglican rites of today suggest. If the Easter Vigil relates
to themes of passing over (from Fall, to Flood, to Exodus = water crossing
leading to deliverance), then perhaps the emphasis for the Pentecost Vigil
might have been the gift of the Spirit as a natural progression following
the water/passing over emphasis of Easter baptism.

If you have confirmation on Pentecost, it might be interesting to have some
kind of preparatory rite for the confirmands at this vigil -- perhaps including
their participation in various leadership parts of the service. Given that
no particular Lutheran format for this service exists, this service or a part of this
service could be a confirmation project with the confirmands being enlisted
in its construction as well as its leadership. This could be an occasion
with a little more time than the Sunday liturgy in which confirmands can
individually share their own statements of faith: "What faith means
to me" or "What I've learned about God."

Candles makes sense at this service, given the vigil habit of the early church
and given the emphasis on tongues of fire at Pentecost. The Paschal Candle
should continue to be a central symbol as it has been throughout the Great Fifty
Days of Easter. Perhaps the opening Service of Light section of Evening Prayer
with the lighting of vigil lights is called for here, as suggested by the
Anglican rites. Normally the Paschal
Candle is NOT recommended for Evening Prayer, but on this occasion I would
recommend it. Bells can also be rung during the singing of the Glory to
God or Hymn of Praise, as at the Easter Vigil.

Later in the service, there could be a lighting of seven candles at the reading
of seven lessons, each relating to the seven gifts of the Holy Spirit that
invited in our Baptismal and Affirmation/Confirmation Rites (wisdom and
understanding, counsel and might, knowledge and fear of the Lord, joy in God's
presence). Like the Easter Vigil, I would suggest separating the lessons with
songs/hymns/canticles, again like the Anglican rites above.

Given the connection of the Holy Spirit with anointing, perhaps this could
be an occasion for using the Healing Service from the Occasional
Services. Two things motivate me to suggest this. 1. The
ancient Church used to prepare confirmands with several exorcisms that included
anointings. 2. The bible makes a significant connection between sin
and disease for which anointing and prayer helps (James 5:14-15). I
think both these ideas could be effectively employed at this Vigil service
inviting both the confirmands and the congregation to be anointed in preparation
for the Day of Pentecost and the Church's celebration of the coming of the
Holy Spirit. Functionally, I would include a series of renunciations
in the preparatory rite for the confirmands. Then proceed from that
to the congregational anointing with the healing service or portions of it.

Perhaps as a general part of a preparation for Pentecost the entire congregation
could speak a litany of the Holy Spirit or a litany of commitment to service
or mission (see the litany in my service for the "Anniversary of a Church"
in Occasional
Services: Churches -- a new Exhortation relating to Acts 1, "You shall
be my witnesses" and Acts 2, the disciples going with the Spirit's power,
would be all that would be necessary for the litany to work as is).

One final point. I notice that some churches are using the Vigil of
Pentecost as an opportunity for ecumenical/unity services. Given the
Pentecost story and its corrective to the division of language at Babel, this
idea merits consideration. Surely all ecumenical strivings and movements
toward unity are the work of the Holy Spirit.

All the foregoing suggest the following possible service order:

VIGIL OF PENTECOST

1. Possible procession into the church with Paschal Candle lit. (It
would not be necessary for it to be totally dark, since the Easter victory
has already broken the darkness, although other modern rites do suggest darkness
as at the Easter Vigil.)

2. Opening versicles and canticle of Evening Prayer (Service of Light) with
lighting of hand candles during the canticle. The "Glory to God" or a Holy
Spirit invocation hymn ("O Holy Spirit, Enter In") may be used instead of
"Joyous Light of Glory" (Phos Hilaron).

3. Seven lessons with lighting of seven candles, based on the theme of the
seven gifts of the Holy Spirit.
Or follow the pattern of six prophecies and responses of the
Anglican rite.
Or follow the pattern of four OT readings of the
Roman rite.

4. Preparatory Rite for confirmands that would include: a. Renunciations
b. Personal statements of faith: "What my faith means to me" or "What
I have learned about God."

5. Healing service, including anointing of confirmands and the whole
congregation, relating the biblical notion of sin and sickness.